ESRI has created a nine page ArcGIS Desktop Tips and Shortcuts document. It lists keyboard and mouse shortcuts for many common operations, and identifies which work for versions 9 and 10 of ArcGIS (ArcMap and ArcCatalog). A shorter list is available in the ArcGIS 10 application help files. Tap F1 when ArcMap is running and search for keyboard shortcuts.
You can also use the Help files for ArcGIS 10 in the ArcGIS Resource Center. Search for keyboard shortcuts. Help for other versions of ArcMap (or other ESRI applications) can be found by going to the ArcGIS Resource Center and clicking Help. Expand the list for the application you are interested in (click the +) for help files from the older versions.
Tip: the help files from the Resource Center are the most up-to-date for all ESRI software. Sometimes updated documentation is not included with service packs and patches, but these files are kept current.